Testing for conditional heteroscedasticity: some monte carlo results (Q4345966): Difference between revisions

@@ Property / cites work @@
+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+A Class of Nonlinear Arch Models
@@ Property / cites work: A Class of Nonlinear Arch Models / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
+Normal rank
@@ Property / cites work @@
+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
+Normal rank